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Strategic usefulness of ignorance : evidence from income smoothing via retained interest of securitized loans

Kilic, Emre; Lobo, Gerald J.; Ranasinghe, Tharindra; Yi, Lin - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 245-272

Persistent link: https://www.econbiz.de/10012432667

U.S. REIT banking relationships and syndicated loan pricing

Shen, Yang-pin; Wu, Chou-Yen; Lu, Chiuling - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 447-479

Persistent link: https://www.econbiz.de/10014342039

The cost of debt for REITs : the mortgage puzzle

Allen, Linda; Letdin, Mariya - In: Journal of real estate research : JRER ; a publication … 42 (2020) 2, pp. 239-260

Persistent link: https://www.econbiz.de/10012313457

High earnings can counteract increased risks for the banks

Levring, Peter Nick Bøgeby - 2023

Persistent link: https://www.econbiz.de/10014552969

Risk-Based Mortgage Pricing : Present and Future Research

White, Alan M. - 2007

The policy debate surrounding predatory lending laws and the subprime mortgage market opposes two hypotheses. The first … facts about the subprime mortgage market support the opportunity pricing hypothesis. Existing research includes simple … laws that indirectly restrict mortgage prices have reduced the supply of mortgage credit. Information asymmetries, seller …

Persistent link: https://www.econbiz.de/10014224333

A Top-Down Approach for Asset-Backed Securities : A Consistent Way of Managing Prepayment, Default and Interest Rate Risks

Fermanian, Jean-David - 2013

We define a new approach to manage prepayment, default and interest rate risks simultaneously in some standard asset-backed securities structures. We propose a parsimonious top-down approach, by modeling directly the portfolio loss process and the amortization process. Both are correlated to...

Persistent link: https://www.econbiz.de/10014160920